BTC Swing Trading Strategy

Backtest Report - 2025-01-01 to 2025-12-31

Generated: 2026-01-17 11:29:07

Total Return

-99.77%
$-9,976.75

Final Value

$23.25
Initial: $10,000.00

Sharpe Ratio

0.00

Max Drawdown

99.78%
$10,313.45

Win Rate

37.6%
317/844 trades

Profit Factor

0.75

Performance Overview

Price Chart with Trades

Trade Analysis

Trade Statistics

Metric Value
Total Trades 844
Won Trades 317
Lost Trades 527
Average Win $93.76
Average Loss $75.33
Average Trade $-11.82
Longest Win Streak 5
Longest Loss Streak 10

Benchmark Comparison

Metric Strategy Buy & Hold Difference
Total Return -99.77% -5.65% -94.12%
Final Value $23.25 $9,435.15 $-9,411.90
Max Drawdown 99.78% -35.77% 135.55%

Monte Carlo Analysis

1000 simulations with trade resampling to assess strategy robustness.

Simulation Statistics

Return Metric Value
Mean Return -3.61%
Median Return -3.79%
Std Deviation 4.25%
5th Percentile -10.21%
95th Percentile 3.73%
Risk Metric Value
Probability of Profit 18.9%
VaR (95%) -10.21%
CVaR (95%) -11.88%
Mean Max Drawdown -6.77%
Worst Max Drawdown -18.69%

Risk Metrics Summary

Metric Value Interpretation
Sharpe Ratio 0.00 Poor
Sortino Ratio -8.17 Poor
SQN (System Quality Number) -2.55 Average
CAGR -99.77% Compound Annual Growth Rate